---
title: Sig-Splines: Time Series Generative Models Calibration
url: https://www.ml-quant.com/papers/ssrn/4514421/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4514421
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4514421
featured: 2023-07-19
citations: unknown
topic: Econometrics & Forecasting
---


# Sig-Splines: Time Series Generative Models Calibration

Time Series Generative Models Calibration: A new model for analyzing multivariate time series data is proposed, using linear transformations and signature transforms instead of traditional neural networks, adding convexity to the model's parameters.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4514421
- Identifier: SSRN 4514421
- Released: 2023-07-18
- First featured: Quant Letter No. 8 (2023-07-19): https://www.ml-quant.com/issues/2023-07-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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